+7.2%
CCI vs CART
+112.9%
-105.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -0.1% | +3.0% | -3.1% | -0.3% |
| 30D | +28.4% | +28.6% | -0.2% | +26.4% |
| 3M | +20.0% | +29.1% | -9.1% | +18.0% |
| 6M | +0.8% | +44.7% | -43.9% | -1.4% |
| YTD | +3.6% | +29.2% | -25.6% | +1.3% |
| 1Y | +6.1% | +66.2% | -60.1% | +3.1% |
| 3Y | +7.2% | +112.8% | -105.6% | +2.1% |
| All | +7.2% | +112.9% | -105.7% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling